Robert S. Goldstein's Research Page

Associate Professor
Finance  Department
3-125 Carlson School of Management
University of Minnesota
321 19th Avenue South
Minneapolis, MN 55455
Phone:  612-624-8581
Fax: 612-626-1335
E-mail: rgoldstein@csom.umn.edu
Index Page: http://www.umn.edu/~golds144

Working Papers:

``Portfolio Choice over the Life-Cycle in the Presence of `Trickle Down' Labor Income,'' 2004, with Luca Benzoni and Pierre Collin-Dufresne
``Identification and Estimation of 'Maximal' Affine Term Structure Models: An Application to Stochastic Volatility,'' 2004, with Pierre Collin-Dufresne and Christopher Jones
``On the Relation Between Credit Spread Puzzles and the Equity Premium Puzzle," 2004, with Long Chen and Pierre Collin-Dufresne
``Is Credit Event Risk priced? Modeling Contagion via the Updating of Beliefs," 2003, with Pierre Collin-Dufresne and Jean Helwege
``Generalizing the Affine Framework to HJM and Random Field Models," 2003, with Pierre Collin-Dufresne